Anyone knows how to download streaming videos ?
 

Anyone knows how to download streaming videos ?
I went to Microsoft website http://msdn2.microsoft.com/en-us/beginner/bb308764.aspx

and I can't download the videos. It's not a big deal but when I want to review the video or when I don't have a internet connection and like to do some of the projects there I can't unless the video is downloaded to my local machine.
Problem is when I do right click and then SAVE AS it saves the links not the entire video.
Anyone knows how I can save the streaming video so that it can be downloaded to my local machine ? Someone advised me that there should be a way to do it.
Any help would be greatly appreciated :thumbsup